+97.5%
REGN vs ALK
-35.7%
+133.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | -5.6% | -2.1% | -3.5% | -5.4% |
| 30D | -2.0% | -13.1% | +11.2% | -0.8% |
| 3M | +28.0% | -11.8% | +39.7% | +29.0% |
| 6M | +1.2% | -0.4% | +1.5% | +0.6% |
| YTD | +1.6% | -18.2% | +19.8% | +2.4% |
| 1Y | +38.2% | -35.5% | +73.8% | +41.7% |
| 3Y | -5.4% | +1.8% | -7.2% | -7.7% |
| 5Y | +21.3% | -26.6% | +47.9% | +19.7% |
| All | +97.5% | -35.7% | +133.1% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling